How to disable x-ray for annotations (grease pencil) in 2.8?
This can be done with annotations programmatically. To my knowledge there's nowhere currently in the front end UI to do this for annotations though. Copy this line, go to the Scripting workspace, paste this in the console (place where you see >>) and press Enter.

bpy.data.grease_pencils['Annotations'].layers[0].show_in_front = False


Or this to change all existing annotation layers.

for layer in bpy.data.grease_pencils['Annotations'].layers: layer.show_in_front=False


I'm not sure why this was not kept accessible in the default UI for annotations. If it is somewhere (as of Blender 2.82), please someone let me know where. A fix for right now would be to paste in and run the code (after opening a new blank file) then go to File > Defaults > Save Startup File. You would have to run the code though for every new annotation layer you create, so maybe make a few dedicated layers and name them "non see-through" or something for when you want to use annotations that aren't see through.

Even if this option never returns to the default UI, would be pretty easy to create an addon that handles this. This will definitely be an option in the next version of Sensei Format.